+36.6%
DIS vs NTAP
+608.6%
-572.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.0% | +0.9% |
| 7D | +5.3% | -5.0% | +10.3% | +6.6% |
| 30D | +10.2% | -25.8% | +36.0% | +19.1% |
| 3M | +13.5% | -6.9% | +20.4% | +14.0% |
| 6M | +11.1% | +50.0% | -38.9% | -6.2% |
| YTD | +5.5% | +66.9% | -61.4% | -14.7% |
| 1Y | +9.1% | +58.3% | -49.1% | -10.3% |
| 3Y | +36.0% | +145.1% | -109.1% | -8.7% |
| 5Y | -29.8% | +114.2% | -144.0% | -51.4% |
| 10Y | +36.6% | +576.6% | -539.9% | -31.8% |
| All | +36.6% | +608.6% | -572.0% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling